-4.2%
DT vs ILMN
+72.2%
-76.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +3.1% | -2.9% | +6.0% | +3.6% |
| 30D | -29.5% | -23.8% | -5.7% | -26.2% |
| 3M | -11.7% | +7.5% | -19.2% | -12.7% |
| 6M | +29.0% | +42.8% | -13.8% | +20.3% |
| YTD | +3.4% | +57.8% | -54.5% | -6.0% |
| 1Y | -4.2% | +72.6% | -76.8% | -16.0% |
| All | -4.2% | +72.2% | -76.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling